Probability theory, fourier transform and central limit theorem
Date
2009-07-22T18:15:13Z
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Kansas State University
Abstract
In this report we present the main concepts of probability theory: sample spaces, events, random variables, distributions, independence, central limit theorem. Most of the material may be found in the notes of Bass. The work is motivated by wide range of applications of probability theory in quantitative finance.
Description
Keywords
probability, fourier transform, central limit
Graduation Month
August
Degree
Master of Science
Department
Department of Mathematics
Major Professor
David R. Auckly
Date
2009
Type
Report